Strategy Eligibility & Safety Rules

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Eligibility rules define the mathematical boundary between executable strategy logic and unacceptable risk.

BASIS applies deterministic eligibility gates so strategies run only when:

  • expected value remains positive under conservative assumptions

  • risk constraints are satisfied

  • execution precision remains within defined tolerances

  • state machine safety conditions remain valid

1) Universal eligibility gate

A generic gate for a structural alpha capture action:

EV0under conservative boundsEV \ge 0 \quad \text{under conservative bounds}

Conservative bounds include:

  • worst-case slippage within defined percentile

  • maximum fee schedule

  • latency penalty

  • safety margin for volatility

  • settlement reliability constraints

If the gate fails, the system does not execute.

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2) Venue eligibility

A venue must satisfy all of the following:

  • operational health, including functioning withdrawals and stable API behavior

  • minimum depth thresholds

  • fee constraints

  • risk score above minimum threshold

  • consistent settlement behavior

  • routing compatibility with BASIS infrastructure

If a venue fails health checks, it is excluded even if quoted spreads appear attractive.

Large spreads often indicate hidden execution risk, settlement impairment, or unstable market conditions.

3) Asset eligibility

Assets are eligible only when:

  • liquidity is sufficient

  • manipulation risk is low

  • reliable pricing exists across venues

  • settlement constraints are manageable

  • inventory transfer paths remain operational

Low-liquidity assets are excluded even if they show frequent pricing gaps.

4) Safety rules (stop conditions)

Slippage inversion

If slippage cost exceeds target edge, the system:

  • cancels the action

  • may enter protective mode if inversion signals market stress

  • tightens execution thresholds if needed

Withdrawal halt or settlement disruption

If a major venue halts withdrawals for a relevant asset, the system:

  • reduces new exposure

  • may unwind positions dependent on settlement

  • may suspend affected strategy paths until normal conditions return

Abnormal price feed

If oracle or feed input is inconsistent, the system:

  • rejects trades

  • isolates affected signals

  • may escalate to BSCB if the condition is systemic

Infrastructure degradation

If routing, latency, or execution acknowledgment falls outside accepted bounds, the system:

  • stops affected actions

  • reroutes where possible

  • preserves capital over throughput

5) Why this matters for users

These safety rules explain why:

  • strategies may pause

  • reward accrual may slow temporarily

  • withdrawals may follow operational waiting periods depending on network and asset type

These are protective behaviors of a survivable system, not failures of system design.

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6) System design principle

BASIS is built around deterministic execution, mathematical constraints, and state machine risk controls.

This includes:

  • conservative eligibility gating

  • infrastructure-aware execution precision

  • bounded exposure logic

  • fail-safe halts under abnormal conditions

BHLE infrastructure supports this with:

  • sub-50μs latency

  • 100K+ OPS capacity

  • proprietary routing infrastructure

These controls are designed to support structural alpha capture while limiting non-deterministic risk.


For the formal state model, read: Risk to BSCB and Risk to DMM.

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